Tag: high-dimensional-stats
Concepts
- Benjamini-Yekutieli FDR Under Dependence
- Concentration of Measure in High Dimensions
- High-Dimensional Mean Testing When p Exceeds n
- Knockoff Filters for Controlled Variable Selection
- Lasso Oracle Inequalities and Convergence Rates
- Nonlinear Shrinkage of Covariance Eigenvalues
- Randomized SVD and Sketching for Large Matrices
- Restricted Eigenvalue and Irrepresentable Conditions
- Sparsity and the Bet-on-Sparsity Principle
- Spiked Covariance Models and the BBP Transition
- Stability Selection
- Sub-Gaussian and Sub-Exponential Tail Bounds
- Sure Independence Screening
- Vine Copulas for High-Dimensional Dependence